Quantitative portfolio optimization: Advanced techniques and applications
- New Jersey John Wiley & Sons, Inc. 2025
- xviii, 385 p. Includes bibliographical reference and index
Quantitative Portfolio Optimization: Advanced Techniques and Applications* offers a comprehensive exploration of portfolio optimization, tracing its evolution from Harry Markowitz's Modern Portfolio Theory to contemporary techniques. The book combines foundational models like CAPM and Black-Litterman with advanced methods including Bayesian statistics, machine learning, and quantum computing.